Search Results - O'Hara, John G.

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  1. 1
    Pricing extendible options using the fast Fourier transform

    Pricing extendible options using the fast Fourier transform by Ibrahim, Siti Nur Iqmal, O'Hara, John G., Constantinou, Nick

    Published 2014
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  2. 2
    Pricing formula for power options under jump-diffusion

    Pricing formula for power options under jump-diffusion by Ibrahim, Siti Nur Iqmal, O’Hara, John G., Mohd Zaki, Muhammad Syazwan

    Published 2015
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  3. 3
    Pricing formula for power options with jump-diffusion

    Pricing formula for power options with jump-diffusion by Ibrahim, Siti Nur Iqmal, O’Hara, John G., Mohd Zaki, Muhammad Syazwan

    Published 2016
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  4. 4
    Pricing holder-extendable call options with mean-reverting stochastic volatility

    Pricing holder-extendable call options with mean-reverting stochastic volatility by Ibrahim, Siti Nur Iqmal, Hernandez, A. Diaz, O'Hara, John G., Constantinou, Nick

    Published 2015
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  5. 5
    Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process

    Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process by Ibrahim, Siti Nur Iqmal, Ng, Teck Wee, O'Hara, John G., Nawawi, A.

    Published 2017
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